OBJECTIVE: To investigate factors associated with discontinuation of exclusive breastfeeding in the first month of lactation, in the city of Feira de Santana, Brazil. METHODS: Cohort study with follow-up of 1,309 mother-child pairs selected from all maternities in the municipality. Data were collected in hospital and in home visits during the first month of life. Logistic regression analysis was used to examine the relationship between outcome and variables of interest. RESULTS: Lack of prior breastfeeding experience (PR 1.24; 95%CI 1.75-1.43), cracked nipples (PR 1.25; 95%CI 1.09-1.43), use of fixed breastfeeding schedules (PR 1.42; 95%CI 1.09-1.84) and pacifier use (PR 1.53; 95%CI 1.34-1.76) were identified as factors predicting discontinuation of exclusive breastfeeding. CONCLUSIONS: Measures to prevent early discontinuation of exclusive breastfeeding must focus on women without breastfeeding experience and include prevention of nipple trauma, encourage breastfeeding on demand, and discourage the use of pacifiers.